In this paper a new model for random loads - the Laplace driven moving average - is presented. The model is second order, non-Gaussian, and strictly stationary. It shares with its Gaussian counterpart the ability to model any spectrum but has additional flexibility to model the skewness and kurtosis of the marginal distribution. Unlike most other non-Gaussian models proposed in the literature, such as the transformed Gaussian or Volterra series models, the new model is no longer derivable from Gaussian processes.
In the paper a summary of the properties of the new model is given and its upcrossing intensities are evaluated.
Then it is used to estimate fatigue damage both from simulations and in terms of an upper bound that is of particular use for narrowband spectra.

BibTeX @unpublished{Åberg2008,author={Åberg, Sofia and Podgórski, Krzysztof and Rychlik, Igor},title={Fatigue damage assessment for a spectral model of non-Gaussian random loads},abstract={In this paper a new model for random loads - the Laplace driven moving average - is presented. The model is second order, non-Gaussian, and strictly stationary. It shares with its Gaussian counterpart the ability to model any spectrum but has additional flexibility to model the skewness and kurtosis of the marginal distribution. Unlike most other non-Gaussian models proposed in the literature, such as the transformed Gaussian or Volterra series models, the new model is no longer derivable from Gaussian processes.
In the paper a summary of the properties of the new model is given and its upcrossing intensities are evaluated.
Then it is used to estimate fatigue damage both from simulations and in terms of an upper bound that is of particular use for narrowband spectra.},year={2008},series={Preprint - Department of Mathematical Sciences, Chalmers University of Technology and Göteborg University, no: 2008:14},keywords={fatigue damage, Laplace distribution, spectral density, Rice's formula, moving average, non-Gaussian process},note={20},}

RefWorks RT Unpublished MaterialSR ElectronicID 72873A1 Åberg, SofiaA1 Podgórski, KrzysztofA1 Rychlik, IgorT1 Fatigue damage assessment for a spectral model of non-Gaussian random loadsYR 2008AB In this paper a new model for random loads - the Laplace driven moving average - is presented. The model is second order, non-Gaussian, and strictly stationary. It shares with its Gaussian counterpart the ability to model any spectrum but has additional flexibility to model the skewness and kurtosis of the marginal distribution. Unlike most other non-Gaussian models proposed in the literature, such as the transformed Gaussian or Volterra series models, the new model is no longer derivable from Gaussian processes.
In the paper a summary of the properties of the new model is given and its upcrossing intensities are evaluated.
Then it is used to estimate fatigue damage both from simulations and in terms of an upper bound that is of particular use for narrowband spectra.T3 Preprint - Department of Mathematical Sciences, Chalmers University of Technology and Göteborg University, no: 2008:14LA engLK http://www.math.chalmers.se/Math/Research/Preprints/2008/14.pdfOL 30